To cite package 'tsDyn' in publications use:

Stigler M (2019). Threshold cointegration: overview and implementation in R.

Fabio Di Narzo A, Aznarte J, Stigler M (2009). tsDyn: Time series analysis based on dynamical systems theory. R package version 0.7.

Corresponding BibTeX entries:

  @Manual{,
    title = {Threshold cointegration: overview and implementation in
      R},
    author = {Matthieu Stigler},
    booktitle = {Handbook of Statistics, Volume 41},
    publisher = {Elsevier},
    editor = {Hrishikesh Vinod},
    year = {2019},
  }

  @Manual{,
    title = {tsDyn: Time series analysis based on dynamical systems
      theory},
    author = {Antonio {Fabio Di Narzo} and Jose Luis Aznarte and
      Matthieu Stigler},
    year = {2009},
    note = {R package version 0.7},
  }